Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang

Yongcheng Qi

doi:10.1080/24754269.2020.1862589

Discussion on paper ‘On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures’ by Zhengjun Zhang

Mathematics & Statistics

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Journal	Statistical Theory and Related Fields
DOIs	https://doi.org/10.1080/24754269.2020.1862589
State	Accepted/In press - 2021

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10.1080/24754269.2020.1862589

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title = "Discussion on paper {\textquoteleft}On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures{\textquoteright} by Zhengjun Zhang",

author = "Yongcheng Qi",

year = "2021",

doi = "10.1080/24754269.2020.1862589",

language = "English (US)",

journal = "Statistical Theory and Related Fields",

issn = "2475-4269",

publisher = "Routledge",

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JO - Statistical Theory and Related Fields

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